What programs can be used to encrypt files that could subsequently be decrypted on any OS? For instance, it should then be possible to easily decrypt the encrypted files under Linux, Windows, OS X, etc.
So how can I encrypt files for maximum cross-platform compatibility?
You can access TrueCrypt volumes on all three major OS. This is a disk encryption tool rather than a file encryption tool, so the choice of file system inside the disk image is important if you want to be able to mount the file system inside - chose a file system that works on all platforms you intend to use. FAT32 is probably the safest choice.
Note that in order to install the TrueCrypt driver on Windows, you will need to be an Administrator user, or gain the cooperation of one, for every workstation you wish to access a TrueCrypt volume on. In addition, any process with access to the mounted file system will be able to read your files in the clear, so you must trust all systems on which you mount your encrypted volume.
If you can't use TrueCrypt, or don't like it's caveats, then you can encrypt individual files with GnuPG. Gpg4win provides easy to use Windows tools for GnuPG. While GnuPG will encrypt files at the simple "password" level, you may wish to read up a little on Public Key Cryptography.
Use truecrypt, it works vor linux and windows and theres's even a mac os x version. http://www.truecrypt.org/downloads
For Windows if you want to be able to use the right click context menu without going through the pgp4win program window you can use Cryptophane along side pgp4win, makes life a little easier and more convenient just as kgpg for KDE and nautilus-seahorse or the new version of seahorse-plugins does for Gnome.
If you want to use your files on Windows, Mac OS and Android, I would suggest Kruptos 2 Pro is best fit along with any cloud folder integration. Kruptos does support USB drive as well. You can use kruptos library window or simply right click context menu.
Here is a SPARQL query that will show you all cryptographic file sytems listed in Wikidata. Look for the details and pick the one that fit's your needs.
Try it!
CryFS is an interesting option, it uses a passphrase rather than keys, but you can use it to encrypt files before syncing to a cloud storage provider to ensure they can't automatically snoop your files without brute forcing the passphrase. The one downside of CryFS is that since it was designed primarily for cloud storage it doesn't have extra resilience checks built in for USB devices or other local storage, but one of the tenets of data storage is that having backups and testing that they work and the data is intact is important, so if you aren't using cloud storage with CryFS you should back up to multiple drives and make sure you safely remove them and run
sync
or your OS's equivalent to make sure all the data has been completely written before removing the drive.